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Li, Ka Fai
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72
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22
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Accounting for sovereign tail risk in emerging economies : the role of global and domestic risk factors
Fong, Tom
;
Li, Ka Fai
;
Fu, John
- In:
Emerging markets review
34
(
2018
),
pp. 98-110
Persistent link: https://www.econbiz.de/10012114685
Saved in:
2
Term premium spillovers from the US to international markets
Li, Ka Fai
;
Fong, Tom
;
Ho, Ho Cheung
-
2017
Persistent link: https://www.econbiz.de/10012201268
Saved in:
3
Tail risk spillover in Asia Pacific stock market
Fong, Tom
;
Li, Ka Fai
;
Ho, Ho Cheung
-
2017
Persistent link: https://www.econbiz.de/10012201625
Saved in:
4
Measuring spillovers between the US and emerging markets
Fong, Tom
;
Li, Ka Fai
;
Sze, Kin Wan
-
2016
Persistent link: https://www.econbiz.de/10012200850
Saved in:
5
Explaining share price disparity with parameter uncertainty : evidence from Chinese A- and H-shares
Chung, Tsz-kin
;
Li, Ka Fai
;
Hui, Cho H.
-
2011
Persistent link: https://www.econbiz.de/10009424296
Saved in:
6
Explaining share price disparity with parameter uncertainty : evidence from Chinese A- and H-shares
Chung, Tsz-kin
;
Hui, Cho H.
;
Li, Ka Fai
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 1073-1083
Persistent link: https://www.econbiz.de/10009708707
Saved in:
7
Determinants and dynamics of price disparity in onshore and offshore Renminbi forward exchange rate markets
Li, Ka Fai
;
Hui, Cho H.
;
Chung, Tsz-Kin
-
2012
Persistent link: https://www.econbiz.de/10009683407
Saved in:
8
Assessing the effectiveness of date-based forward guidance at the zero lower bound with a non-Gaussian affine term-structure model
Chung, Tsz Kin
;
Hui, Cho H.
;
Li, Ka Fai
-
2014
Persistent link: https://www.econbiz.de/10011383770
Saved in:
9
Capital management and leverage of foreign bank subsidiaries in a host country : a case in Hong Kong
Ho, Kelvin
;
Hui, Cho H.
;
Li, Ka Fai
;
Wong, Jim
-
2015
Persistent link: https://www.econbiz.de/10011384035
Saved in:
10
Term-structure modelling at the zero lower bound : implications for estimating the term premium
Chung, Tsz Kin
;
Hui, Cho H.
;
Li, Ka Fai
-
2015
Persistent link: https://www.econbiz.de/10011384200
Saved in:
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